+146.0%
QLD vs STZ
-34.9%
+180.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.5% |
| 7D | +7.0% | +2.6% | +4.4% | +6.8% |
| 30D | -14.3% | +15.2% | -29.5% | -15.5% |
| 3M | -16.0% | +7.6% | -23.6% | -16.4% |
| 6M | -14.2% | +5.3% | -19.5% | -14.6% |
| YTD | +12.8% | +8.6% | +4.1% | +9.3% |
| 1Y | +14.1% | +15.6% | -1.5% | +8.4% |
| 3Y | +146.0% | -35.2% | +181.1% | +163.4% |
| All | +146.0% | -34.9% | +180.9% | +163.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded STZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling